Trading Metrics calculated at close of trading on 02-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
5,844.5 |
5,851.5 |
7.0 |
0.1% |
5,851.5 |
High |
5,900.0 |
5,889.5 |
-10.5 |
-0.2% |
5,936.0 |
Low |
5,821.5 |
5,766.5 |
-55.0 |
-0.9% |
5,766.5 |
Close |
5,850.5 |
5,862.0 |
11.5 |
0.2% |
5,862.0 |
Range |
78.5 |
123.0 |
44.5 |
56.7% |
169.5 |
ATR |
103.1 |
104.5 |
1.4 |
1.4% |
0.0 |
Volume |
93,942 |
91,697 |
-2,245 |
-2.4% |
482,736 |
|
Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,208.5 |
6,158.0 |
5,929.5 |
|
R3 |
6,085.5 |
6,035.0 |
5,896.0 |
|
R2 |
5,962.5 |
5,962.5 |
5,884.5 |
|
R1 |
5,912.0 |
5,912.0 |
5,873.5 |
5,937.0 |
PP |
5,839.5 |
5,839.5 |
5,839.5 |
5,852.0 |
S1 |
5,789.0 |
5,789.0 |
5,850.5 |
5,814.0 |
S2 |
5,716.5 |
5,716.5 |
5,839.5 |
|
S3 |
5,593.5 |
5,666.0 |
5,828.0 |
|
S4 |
5,470.5 |
5,543.0 |
5,794.5 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,363.5 |
6,282.0 |
5,955.0 |
|
R3 |
6,194.0 |
6,112.5 |
5,908.5 |
|
R2 |
6,024.5 |
6,024.5 |
5,893.0 |
|
R1 |
5,943.0 |
5,943.0 |
5,877.5 |
5,984.0 |
PP |
5,855.0 |
5,855.0 |
5,855.0 |
5,875.0 |
S1 |
5,773.5 |
5,773.5 |
5,846.5 |
5,814.0 |
S2 |
5,685.5 |
5,685.5 |
5,831.0 |
|
S3 |
5,516.0 |
5,604.0 |
5,815.5 |
|
S4 |
5,346.5 |
5,434.5 |
5,769.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,936.0 |
5,766.5 |
169.5 |
2.9% |
95.5 |
1.6% |
56% |
False |
True |
96,547 |
10 |
5,980.0 |
5,739.5 |
240.5 |
4.1% |
114.5 |
2.0% |
51% |
False |
False |
104,729 |
20 |
6,097.5 |
5,739.5 |
358.0 |
6.1% |
104.5 |
1.8% |
34% |
False |
False |
114,146 |
40 |
6,228.0 |
5,739.5 |
488.5 |
8.3% |
84.5 |
1.4% |
25% |
False |
False |
57,258 |
60 |
6,240.5 |
5,739.5 |
501.0 |
8.5% |
61.0 |
1.0% |
24% |
False |
False |
38,175 |
80 |
6,262.5 |
5,739.5 |
523.0 |
8.9% |
50.5 |
0.9% |
23% |
False |
False |
28,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,412.0 |
2.618 |
6,211.5 |
1.618 |
6,088.5 |
1.000 |
6,012.5 |
0.618 |
5,965.5 |
HIGH |
5,889.5 |
0.618 |
5,842.5 |
0.500 |
5,828.0 |
0.382 |
5,813.5 |
LOW |
5,766.5 |
0.618 |
5,690.5 |
1.000 |
5,643.5 |
1.618 |
5,567.5 |
2.618 |
5,444.5 |
4.250 |
5,244.0 |
|
|
Fisher Pivots for day following 02-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
5,850.5 |
5,853.0 |
PP |
5,839.5 |
5,844.0 |
S1 |
5,828.0 |
5,835.0 |
|